+79.1%
MTUM vs A
-14.3%
+93.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.5% |
| 7D | +0.7% | -2.6% | +3.3% | +1.5% |
| 30D | -2.4% | -0.9% | -1.6% | -2.3% |
| 3M | -3.6% | +13.6% | -17.3% | -7.8% |
| 6M | +23.7% | +27.8% | -4.2% | +12.9% |
| YTD | +22.9% | +8.6% | +14.3% | +18.4% |
| 1Y | +21.8% | +16.9% | +4.9% | +13.8% |
| 3Y | +114.4% | +32.9% | +81.5% | +84.6% |
| All | +79.1% | -14.3% | +93.5% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling